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Toward a Strategic Foundation for Rational Expectations Equilibrium
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Cited by:
- Dipjyoti Majumdar & Artyom Shneyerov & Huan Xie, 2010.
"How Optimism Leads to Price Discovery and Efficiency in a Dynamic Matching Market,"
Working Papers
10004, Concordia University, Department of Economics.
- Majumdar, Dipjyoti & Shneyerov, Art & Xie, Huan, 2010. "How Optimism Leads to Price Discovery and Efficiency in a Dynamic Matching Market," Microeconomics.ca working papers artyom_shneyerov-2010-32, Vancouver School of Economics, revised 26 Oct 2010.
- Matsushima, Hitoshi, 2008.
"Detail-free mechanism design in twice iterative dominance: Large economies,"
Journal of Economic Theory, Elsevier, vol. 141(1), pages 134-151, July.
- Hitoshi Matsushima, 2007. "Detail-Free Mechanism Design in Twice Iterative Dominance: Large Economies," CIRJE F-Series CIRJE-F-519, CIRJE, Faculty of Economics, University of Tokyo.
- Kurlat, Pablo & Veldkamp, Laura, 2015.
"Should we regulate financial information?,"
Journal of Economic Theory, Elsevier, vol. 158(PB), pages 697-720.
- Pablo Kurlat & Laura Veldkamp, 2012. "Should We Regulate Financial Information," Working Papers 12-15, New York University, Leonard N. Stern School of Business, Department of Economics.
- Wilkening, Tom, 2016. "Information and the persistence of private-order contract enforcement institutions: An experimental analysis," European Economic Review, Elsevier, vol. 89(C), pages 193-215.
- Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2010.
"The relative contributions of private information sharing and public information releases to information aggregation,"
Journal of Economic Theory, Elsevier, vol. 145(4), pages 1574-1601, July.
- Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2009. "The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation," Swiss Finance Institute Research Paper Series 09-33, Swiss Finance Institute.
- Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2009. "The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation," Research Papers 2023, Stanford University, Graduate School of Business.
- García, Diego & Urošević, Branko, 2013. "Noise and aggregation of information in large markets," Journal of Financial Markets, Elsevier, vol. 16(3), pages 526-549.
- Loertscher, Simon & Mezzetti, Claudio, 2021.
"A dominant strategy, double clock auction with estimation-based tatonnement,"
Theoretical Economics, Econometric Society, vol. 16(3), July.
- Loertscher, Simon & Mezzetti, Claudio, 2020. "A Dominant Strategy, Double Clock Auction with Estimation-Based Tatonnement," The Warwick Economics Research Paper Series (TWERPS) 1249, University of Warwick, Department of Economics.
- Arieli, Itai & Mueller-Frank, Manuel, 2017. "Inferring beliefs from actions," Games and Economic Behavior, Elsevier, vol. 102(C), pages 455-461.
- Asriyan, Vladimir & Fuchs, William & Green, Brett, 2021.
"Aggregation and design of information in asset markets with adverse selection,"
Journal of Economic Theory, Elsevier, vol. 191(C).
- William Fuchs & Brett Green & Vladimir Asriyan, 2017. "Aggregation and Design of Information in Asset Markets with Adverse Selection," Working Papers 979, Barcelona School of Economics.
- Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Aggregation and design of information in asset markets with adverse selection," Economics Working Papers 1573, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2019.
- Xavier Vives, 2011.
"A Large-Market Rational Expectations Equilibrium Model,"
CESifo Working Paper Series
3485, CESifo.
- Vives, Xavier, 2011. "A large-market rational expectations equilibrium model," IESE Research Papers D/924, IESE Business School.
- Vives, Xavier, 2011. "A Large-Market Rational Expectations Equilibrium Model," CEPR Discussion Papers 8426, C.E.P.R. Discussion Papers.
- Alp E. Atakan & Mehmet Ekmekci, 2014.
"Auctions, Actions, and the Failure of Information Aggregation,"
American Economic Review, American Economic Association, vol. 104(7), pages 2014-2048, July.
- Alp Atakan & Mehmet Ekmekci, 2012. "Auctions, Actions, and the Failure of Information Aggregation," Discussion Papers 1553, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Bodoh-Creed, Aaron, 2013. "Efficiency and information aggregation in large uniform-price auctions," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2436-2466.
- Dang, Tri Vi, 2008. "Bargaining with endogenous information," Journal of Economic Theory, Elsevier, vol. 140(1), pages 339-354, May.
- Michael Ostrovsky, 2012.
"Information Aggregation in Dynamic Markets With Strategic Traders,"
Econometrica, Econometric Society, vol. 80(6), pages 2595-2647, November.
- Ostrovsky, Michael, 2009. "Information Aggregation in Dynamic Markets with Strategic Traders," Research Papers 2053, Stanford University, Graduate School of Business.
- Hashimoto, Tadashi, 2018. "The generalized random priority mechanism with budgets," Journal of Economic Theory, Elsevier, vol. 177(C), pages 708-733.
- Satterthwaite, Mark & Shneyerov, Artyom, 2008. "Convergence to perfect competition of a dynamic matching and bargaining market with two-sided incomplete information and exogenous exit rate," Games and Economic Behavior, Elsevier, vol. 63(2), pages 435-467, July.
- Gresik, Thomas A., 2011. "The effects of statistically dependent values on equilibrium strategies of bilateral k-double auctions," Games and Economic Behavior, Elsevier, vol. 72(1), pages 139-148, May.
- Shafer, Rachel C., 2020. "Minimax regret and failure to converge to efficiency in large markets," Games and Economic Behavior, Elsevier, vol. 124(C), pages 281-287.
- Araujo, Aloisio & de Castro, Luciano I., 2009.
"Pure strategy equilibria of single and double auctions with interdependent values,"
Games and Economic Behavior, Elsevier, vol. 65(1), pages 25-48, January.
- Araujo, Aloisio & Castro, Luciano I. de, 2006. "Pure strategy equilibria of single and double auctions with interdependent values," UC3M Working papers. Economics we065320, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Satterthwaite, Mark A. & Williams, Steven R. & Zachariadis, Konstantinos E., 2014. "Optimality versus practicality in market design: A comparison of two double auctions," Games and Economic Behavior, Elsevier, vol. 86(C), pages 248-263.
- Wang, Yan & Yang, Jian & Qi, Lian, 2017. "A game-theoretic model for the role of reputation feedback systems in peer-to-peer commerce," International Journal of Production Economics, Elsevier, vol. 191(C), pages 178-193.
- Kovalenkov, Alexander & Vives, Xavier, 2014.
"Competitive rational expectations equilibria without apology,"
Journal of Economic Theory, Elsevier, vol. 149(C), pages 211-235.
- Vives, Xavier & Kovalenkov, Alex, 2008. "Competitive Rational Expectations Equilibria Without Apology," CEPR Discussion Papers 7025, C.E.P.R. Discussion Papers.
- Alexander Kovalenkov & Xavier Vives, 2008. "Competitive Rational Expectations Equilibria without Apology," CESifo Working Paper Series 2446, CESifo.
- Skreta, Vasiliki & Veldkamp, Laura, 2009.
"Ratings shopping and asset complexity: A theory of ratings inflation,"
Journal of Monetary Economics, Elsevier, vol. 56(5), pages 678-695, July.
- Vasiliki Skreta & Laura Veldkamp, 2008. "Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation," Working Papers 08-28, New York University, Leonard N. Stern School of Business, Department of Economics.
- Vasiliki Skreta & Laura Veldkamp, 2009. "Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation," NBER Working Papers 14761, National Bureau of Economic Research, Inc.
- Green, Edward J. & Zhou, Ruilin, 2010. "Perfectly competitive bilateral exchange without discounting," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 121-131, March.
- Pavan, Alessandro & Vives, Xavier, 2015. "Information, Coordination, and Market Frictions: An Introduction," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 407-426.
- Lou, Youcheng & Parsa, Sahar & Ray, Debraj & Li, Duan & Wang, Shouyang, 2019. "Information aggregation in a financial market with general signal structure," Journal of Economic Theory, Elsevier, vol. 183(C), pages 594-624.
- Rostek, Marzena & Weretka, Marek, 2015. "Information and strategic behavior," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 536-557.
- Shneyerov, Artyom & Wong, Adam Chi Leung, 2010.
"The rate of convergence to perfect competition of matching and bargaining mechanisms,"
Journal of Economic Theory, Elsevier, vol. 145(3), pages 1164-1187, May.
- Artyom Shneyerov & Adam Chi Leung Won, 2008. "The Rate of Convergence to Perfect Competition of Matching and Bargaining Mechanisms," Discussion Papers 1467, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Peck, James, 2014. "A battle of informed traders and the market game foundations for rational expectations equilibrium," Games and Economic Behavior, Elsevier, vol. 88(C), pages 153-173.
- Kadan, Ohad, 2007. "Equilibrium in the two-player, k-double auction with affiliated private values," Journal of Economic Theory, Elsevier, vol. 135(1), pages 495-513, July.
- Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2014.
"Information percolation in segmented markets,"
Journal of Economic Theory, Elsevier, vol. 153(C), pages 1-32.
- Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2010. "Information Percolation in Segmented Markets," Swiss Finance Institute Research Paper Series 10-09, Swiss Finance Institute.
- Darrell Duffie & Semyon Malamud & Gustavo Manso, 2011. "Information Percolation in Segmented Markets," NBER Working Papers 17295, National Bureau of Economic Research, Inc.
- Hu, Tai-Wei & Wallace, Neil, 2016. "Information aggregation in a large multi-stage market game," Journal of Economic Theory, Elsevier, vol. 161(C), pages 103-144.
- Huang, Xuesong, 2021. "Incentive compatible self-fulfilling mechanisms and rational expectations," Games and Economic Behavior, Elsevier, vol. 126(C), pages 100-135.
- Serrano-Padial, Ricardo, 2012. "Naive traders and mispricing in prediction markets," Journal of Economic Theory, Elsevier, vol. 147(5), pages 1882-1912.
- Satterthwaite, Mark A. & Williams, Steven R. & Zachariadis, Konstantinos E., 2022. "Price discovery using a double auction," Games and Economic Behavior, Elsevier, vol. 131(C), pages 57-83.
- Baruch, Shmuel & Glosten, Lawrence R., 2019. "Tail expectation and imperfect competition in limit order book markets," Journal of Economic Theory, Elsevier, vol. 183(C), pages 661-697.
- Mueller-Frank, Manuel, 2018. "Local openness: Characterization of a robustness concept for generic sets in function spaces," Journal of Mathematical Economics, Elsevier, vol. 79(C), pages 173-178.
- McAdams, David, 2007. "On the failure of monotonicity in uniform-price auctions," Journal of Economic Theory, Elsevier, vol. 137(1), pages 729-732, November.
- Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2015. "Reprint of: Information percolation in segmented markets," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 838-869.
- Lou, Youcheng & Rahi, Rohit, 2023. "Information, market power and welfare," Journal of Economic Theory, Elsevier, vol. 214(C).
- Eric Budish, 2011. "The Combinatorial Assignment Problem: Approximate Competitive Equilibrium from Equal Incomes," Journal of Political Economy, University of Chicago Press, vol. 119(6), pages 1061-1103.